+47.3%
SRE vs S
-66.6%
+114.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.3% | +0.5% |
| 7D | -8.4% | +1.6% | -9.9% | -8.4% |
| 30D | -3.2% | -10.5% | +7.3% | -2.8% |
| 3M | -5.3% | +9.9% | -15.2% | -5.8% |
| 6M | -12.6% | +41.8% | -54.4% | -14.1% |
| YTD | -8.8% | +56.8% | -65.6% | -10.9% |
| 1Y | -13.4% | +39.0% | -52.4% | -15.1% |
| 3Y | +24.4% | +53.8% | -29.4% | +20.7% |
| 5Y | +47.3% | -68.6% | +115.9% | +45.4% |
| All | +47.3% | -66.6% | +114.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling